PCA Index Dashboard Examples

This script was last run at 2024-03-20 18:30:45.930368+00:00 (UTC)
In US/Central Time, this is 2024-03-20 13:30:45.930368-05:00

	High Yield Index OAS	10Y-2Y Spread	VIX	CP - Treasury Spread, 3m	NASDAQ Ret (transformed)	10-Year Treasury (transformed)
DATE
1997-01-02	-0.897268	-0.475306	0.085857	-0.008141	0.545527	0.254613
1997-01-03	-0.885560	-0.475306	-0.155939	0.007373	0.745102	0.205455
1997-01-06	-0.881657	-0.475306	-0.064514	-0.015898	0.777978	0.269397
1997-01-07	-0.881657	-0.454481	-0.129474	-0.046927	0.837603	0.383009
1997-01-08	-0.893366	-0.454481	-0.022410	-0.085713	0.785640	0.496230
...	...	...	...	...	...	...
2024-03-13	-0.862142	-1.506122	-0.803134	1.760495	1.064888	0.153920
2024-03-14	-0.862142	-1.474885	-0.724941	1.760495	0.887820	0.499606
2024-03-15	-0.858239	-1.495710	-0.723738	1.690680	0.831834	0.578892
2024-03-18	-0.869948	-1.474885	-0.733362	1.651894	0.714548	0.682757
2024-03-19	-0.881657	-1.464473	-0.794713	1.651894	0.739123	0.682757

7190 rows × 6 columns

pc1

DATE
1997-01-02   -0.578211
1997-01-03   -0.684373
1997-01-06   -0.667273
1997-01-07   -0.703654
1997-01-08   -0.673320
                ...   
2024-03-13   -1.611221
2024-03-14   -1.594027
2024-03-15   -1.582188
2024-03-18   -1.565368
2024-03-19   -1.590103
Name: PC1, Length: 7190, dtype: float64

# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()

<Axes: xlabel='DATE'>

fig = px.line(pc1)
fig.show()